COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
883.9 |
881.8 |
-2.1 |
-0.2% |
929.9 |
| High |
890.1 |
883.3 |
-6.8 |
-0.8% |
935.4 |
| Low |
879.2 |
867.7 |
-11.5 |
-1.3% |
873.0 |
| Close |
883.8 |
875.5 |
-8.3 |
-0.9% |
891.5 |
| Range |
10.9 |
15.6 |
4.7 |
43.1% |
62.4 |
| ATR |
19.1 |
18.9 |
-0.2 |
-1.1% |
0.0 |
| Volume |
123,856 |
95,355 |
-28,501 |
-23.0% |
451,192 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
922.3 |
914.5 |
884.1 |
|
| R3 |
906.7 |
898.9 |
879.8 |
|
| R2 |
891.1 |
891.1 |
878.4 |
|
| R1 |
883.3 |
883.3 |
876.9 |
879.4 |
| PP |
875.5 |
875.5 |
875.5 |
873.6 |
| S1 |
867.7 |
867.7 |
874.1 |
863.8 |
| S2 |
859.9 |
859.9 |
872.6 |
|
| S3 |
844.3 |
852.1 |
871.2 |
|
| S4 |
828.7 |
836.5 |
866.9 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,087.2 |
1,051.7 |
925.8 |
|
| R3 |
1,024.8 |
989.3 |
908.7 |
|
| R2 |
962.4 |
962.4 |
902.9 |
|
| R1 |
926.9 |
926.9 |
897.2 |
913.5 |
| PP |
900.0 |
900.0 |
900.0 |
893.2 |
| S1 |
864.5 |
864.5 |
885.8 |
851.1 |
| S2 |
837.6 |
837.6 |
880.1 |
|
| S3 |
775.2 |
802.1 |
874.3 |
|
| S4 |
712.8 |
739.7 |
857.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
901.2 |
867.7 |
33.5 |
3.8% |
17.1 |
1.9% |
23% |
False |
True |
113,566 |
| 10 |
935.4 |
867.7 |
67.7 |
7.7% |
18.5 |
2.1% |
12% |
False |
True |
89,223 |
| 20 |
940.1 |
864.3 |
75.8 |
8.7% |
18.5 |
2.1% |
15% |
False |
False |
53,329 |
| 40 |
959.5 |
850.5 |
109.0 |
12.5% |
18.8 |
2.1% |
23% |
False |
False |
30,287 |
| 60 |
1,040.3 |
850.5 |
189.8 |
21.7% |
21.0 |
2.4% |
13% |
False |
False |
20,916 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.7% |
19.9 |
2.3% |
13% |
False |
False |
16,154 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.7% |
19.0 |
2.2% |
13% |
False |
False |
13,240 |
| 120 |
1,040.3 |
812.0 |
228.3 |
26.1% |
17.6 |
2.0% |
28% |
False |
False |
11,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
949.6 |
|
2.618 |
924.1 |
|
1.618 |
908.5 |
|
1.000 |
898.9 |
|
0.618 |
892.9 |
|
HIGH |
883.3 |
|
0.618 |
877.3 |
|
0.500 |
875.5 |
|
0.382 |
873.7 |
|
LOW |
867.7 |
|
0.618 |
858.1 |
|
1.000 |
852.1 |
|
1.618 |
842.5 |
|
2.618 |
826.9 |
|
4.250 |
801.4 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
875.5 |
884.2 |
| PP |
875.5 |
881.3 |
| S1 |
875.5 |
878.4 |
|